-77.5%
MSTZ vs ADVB
-88.3%
+10.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -29.7% | -3.8% | -26.0% | -29.9% |
| 30D | -65.3% | +17.6% | -82.9% | -64.9% |
| 3M | -57.3% | +119.1% | -176.5% | -49.6% |
| 6M | -61.6% | +103.4% | -165.0% | -52.7% |
| YTD | -78.3% | +59.8% | -138.1% | -73.9% |
| 1Y | -30.2% | +8.5% | -38.8% | -18.3% |
| All | -77.5% | -88.3% | +10.8% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling